Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-13 0.231961 0.250489 0.270290 0.293111 0.318789 0.346911 0.380205
2025-04-20 0.207182 0.231193 0.258109 0.290773 0.329684 0.374997 0.432421
2025-04-27 0.189347 0.216685 0.248493 0.288722 0.338951 0.400585 0.483536
2025-05-04 0.175348 0.204888 0.240345 0.286799 0.347239 0.424978 0.535639
2025-05-11 0.164947 0.196289 0.234960 0.287266 0.357958 0.453033 0.595999
2025-05-18 0.152573 0.184133 0.223913 0.279089 0.355970 0.463230 0.632173
2025-05-25 0.141416 0.172678 0.212795 0.269640 0.350965 0.468146 0.660603
2025-06-01 0.135211 0.167189 0.209025 0.269708 0.359101 0.492699 0.723038
2025-06-08 0.132134 0.165562 0.210202 0.276600 0.377598 0.534827 0.821490
2025-06-15 0.127709 0.161785 0.208077 0.278410 0.388384 0.565835 0.906140
2025-06-22 0.122739 0.156943 0.204090 0.277047 0.393899 0.588557 0.979506
2025-06-29 0.117944 0.152068 0.199724 0.274702 0.397470 0.608150 1.050374
2025-07-06 0.111502 0.144682 0.191488 0.266083 0.390361 0.608745 1.083931
2025-07-13 0.108231 0.141662 0.189478 0.267052 0.399457 0.640073 1.191728
2025-07-20 0.105007 0.138541 0.187116 0.267236 0.407138 0.669697 1.303493
2025-07-27 0.101879 0.135403 0.184538 0.266842 0.413682 0.697920 1.419884
2025-08-03 0.099391 0.133088 0.183075 0.268152 0.423397 0.733960 1.568053
2025-08-10 0.095161 0.127989 0.177033 0.261305 0.417180 0.735337 1.620205
2025-08-17 0.090877 0.122654 0.170398 0.253060 0.407629 0.728297 1.646196
2025-08-24 0.088767 0.120541 0.168757 0.253362 0.414654 0.759239 1.799337
2025-08-31 0.088115 0.120616 0.170582 0.259827 0.434437 0.822733 2.086073
2025-09-07 0.086512 0.119148 0.169826 0.261593 0.444829 0.865570 2.322373
2025-09-14 0.084409 0.116817 0.167544 0.260418 0.448947 0.893413 2.515904